gld: Estimation and Use of the Generalised (Tukey) Lambda
Distribution

The generalised lambda distribution, or Tukey lambda distribution, provides a wide variety of shapes with one functional form.
This package provides random numbers, quantiles, probabilities, densities and density quantiles for four different types of the distribution;
see documentation for details.
It provides the density function, distribution function, and Quantile-Quantile plots.
It implements a variety of estimation methods for the distribution, including diagnostic plots.
Estimation methods include the starship (all 4 types),
method of L-Moments for the GPD and FKML types, and a number of methods for only the FKML parameterisation.
These include maximum likelihood, maximum product of spacings, Titterington's method, Moments, Trimmed L-Moments and Distributional Least Absolutes.